ob_ETHUSDT
ETH top of book after every book update (~100 ms): best bid/ask, mid, spread, 20-level volumes, imbalance; lob_update_id joins to l2_* · core · 2026-08-01 — 2026-08-28 (28 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| exchange | VARCHAR | Always `binance`. |
| symbol | VARCHAR | Instrument. |
| timestamp_ms | BIGINT | Exchange event time of the diff that produced this top-of-book state, ms UTC. |
| recv_ms | BIGINT | Local receive time, ms UTC. |
| epoch | BIGINT | WebSocket session number. |
| ingest_seq | BIGINT | Arrival counter of the producing frame. |
| lob_update_id | BIGINT | final_id of the l2_* frame after which this state was taken — joins ob_* to l2_* exactly. |
| bid_px | DOUBLE | Best bid price (float). |
| ask_px | DOUBLE | Best ask price (float). |
| mid | DOUBLE | (bid_px + ask_px) / 2. |
| spread_bps | DOUBLE | (ask − bid) / mid × 10 000. |
| bid_vol_20 | DOUBLE | Sum of base-asset quantity on the 20 best bid levels. |
| ask_vol_20 | DOUBLE | Sum of base-asset quantity on the 20 best ask levels. |
| obi | DOUBLE | (bid_vol_20 − ask_vol_20) / (bid_vol_20 + ask_vol_20); −1…1. |
Conventions shared by all streams — UTC
milliseconds, integer prices, what side means where, how gaps are
marked and how to rebuild the book — are in the
data dictionary. The same text is
returned by GET /v1/schema/ob_ETHUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| exchange | symbol | timestamp_ms | recv_ms | epoch | ingest_seq | lob_update_id | bid_px | ask_px | mid | spread_bps | bid_vol_20 | ask_vol_20 | obi |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| binance | ETH/USDT | 1787011200084 | 1787011200071 | 840 | 31276950 | 79796050856 | 1913.59 | 1913.6 | 1913.595 | 0.05 | 70.7506 | 64.2473 | 0.0482 |
| binance | ETH/USDT | 1787011200178 | 1787011200172 | 840 | 31276952 | 79796050879 | 1913.59 | 1913.6 | 1913.595 | 0.05 | 70.7534 | 65.3969 | 0.0393 |
| binance | ETH/USDT | 1787011200262 | 1787011200257 | 840 | 31276955 | 79796050886 | 1913.59 | 1913.6 | 1913.595 | 0.05 | 70.7534 | 65.3969 | 0.0393 |
Work with this stream in the SQL console and the backtest runner — the data stays with us, the results go to you. Get access